Anic Equity¶

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Total return since start: 0.607 %¶

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Equity now: -----------------------------> 49089.52 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45027.98 Kr¶

PnL: ---------------------------------------> -28.02 Kr¶

DD now: ---------------------------------> -7.588 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 15:37:15.007182'

Anic Portfolio¶

Today¶

Return: -1.265 %¶

This Week¶

Return: -0.433 %¶

Total portfolio value¶

Return including deposits: 60.706 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.130000 1665.540000 196.540000 13.380000 1468.999998
Orrön Energy 180 -2.170000 2154.600000 111.600000 5.460000 2043.000000
Atrium Ljungberg B 5 -0.350000 991.500000 56.500000 6.040000 935.000000
Sagax B 4 0.220000 899.200000 45.200000 5.290000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -1.220000 828.600000 36.600000 4.620000 792.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Hexatronic Group 12 -0.460000 997.200000 30.200000 3.120000 966.999996
JM 6 -1.400000 889.800000 25.800000 2.990000 864.000000
Platzer Fastigheter Holding B 12 -3.880000 980.400000 19.400000 2.020000 960.999996
OX2 13 1.360000 967.850000 17.850000 1.880000 949.999999
Biotage 7 -0.440000 953.400000 12.400000 1.320000 940.999997
Bilia A 8 -0.870000 908.000000 8.000000 0.890000 900.000000
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
BioGaia B 8 -2.020000 931.200000 1.200000 0.130000 930.000000
AcadeMedia 8 -1.570000 400.000000 -2.000000 -0.500000 402.000000
Byggmax Group 33 -2.640000 947.760000 -8.240000 -0.860000 956.000001
Clas Ohlson B 12 -2.320000 961.200000 -11.800000 -1.210000 972.999996
Sedana Medical 93 -5.730000 2509.140000 -11.860000 -0.470000 2521.000011
ASSA ABLOY B 3 -1.650000 766.800000 -12.200000 -1.570000 779.000001
EQT 4 -2.100000 818.800000 -13.200000 -1.590000 832.000000
Addnode Group B 11 -0.240000 899.800000 -21.200000 -2.300000 921.000003
Alimak Group 11 -1.320000 906.400000 -21.600000 -2.330000 927.999996
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
SKF B 5 -1.330000 906.000000 -34.000000 -3.620000 940.000000
Indutrade 5 -1.050000 1177.500000 -40.500000 -3.330000 1218.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Latour B 4 -0.490000 812.000000 -45.000000 -5.250000 857.000000
Bufab 3 -0.800000 1042.200000 -66.800000 -6.020000 1109.000001
Vitec Software Group B 2 -3.780000 1019.000000 -68.000000 -6.260000 1087.000000
BHG Group 97 -2.040000 1353.150000 -105.850000 -7.250000 1458.999989
Hexagon B 26 -2.950000 3331.900000 -129.100000 -3.730000 3461.000010
TOTAL 45027.980000 -28.020000 -7.58811% 45056.000411

Updated:¶

'2023-07-05 15:37:32.054115'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶